Valuation library for inflation-indexed bonds
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AndrewKalotayAssociates::Common::Input::SpreadCurve Struct Reference

Spreads relative to a benchmark curve. More...

#include "andrew_kalotay_associates/common/structs.h"

Public Attributes

int sign
Array< Yieldspreads

Detailed Description

Spreads relative to a benchmark curve.

Member Data Documentation

◆ sign

int AndrewKalotayAssociates::Common::Input::SpreadCurve::sign

+1 if spreads should be added to benchmark yields and -1 if spreads should be subtracted from benchmark yields

The documentation for this struct was generated from the following file: